About work in our team
The world is changing, becoming digital, and so are we. We are leaving the traditional bank behind us and are choosing to move forward as a digital enterprise. This is exactly why we need talented people who will join us on this journey.
Model Validation department – a part of Group Risk Controlling & Capital Management (which is located on Wersalska street) division with headquarters in Frankfurt a.M. – is responsible for validation of models in the following areas: credit (PD, LDG, EAD, IFRS 9, CVaR, stress), operational, market, liquidity, and counterparty risk. As a Senior Specialist you will have an opportunity to work with a broad spectrum of sophisticated risk models developed at one of Europe’s largest banks.
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- Performing validation tasks
- Writing high quality validations codes as well as validation reports and other documentation
- Training and supervision of junior colleagues
- Presenting the results of validation and ad-hoc analyses to Validation Committee
- Development of reusable codes (packages, libraries) for use across different validations (IT infrastructure).
- Filling in various reporting forms and templates.
- High knowledge of R and SQL
- Good knowledge of LaTeX, Excel, SAS
- Good analytical thinking with attention to details
- Excellent collaboration and communication skills
- High flexibility and adaptability to fast changing environment
- First experience on analytical positions would be an asset
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